Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 14,63% | 0,08 CHF | 0,09 CHF | 196 000 | 196 000 | 87 336 | 87 336 | 8 478 CHF | 9 719 CHF | 99,89% | 99,89% |
18/12/2024 | 9,95% | 0,17 CHF | 0,18 CHF | 194 000 | 194 000 | 86 976 | 86 783 | 14 061 CHF | 15 251 CHF | 99,45% | 99,45% |
17/12/2024 | 11,08% | 0,19 CHF | 0,20 CHF | 192 000 | 192 000 | 86 926 | 86 926 | 12 899 CHF | 14 122 CHF | 100,00% | 100,00% |
16/12/2024 | 9,96% | 0,15 CHF | 0,16 CHF | 194 000 | 194 000 | 85 209 | 85 209 | 13 574 CHF | 14 771 CHF | 99,99% | 99,99% |
13/12/2024 | 7,03% | 0,20 CHF | 0,21 CHF | 192 000 | 192 000 | 83 049 | 83 049 | 18 205 CHF | 19 362 CHF | 100,00% | 100,00% |
12/12/2024 | 5,63% | 0,27 CHF | 0,28 CHF | 188 000 | 188 000 | 78 156 | 78 156 | 22 070 CHF | 23 139 CHF | 99,72% | 99,72% |
11/12/2024 | 6,03% | 0,24 CHF | 0,25 CHF | 192 000 | 192 000 | 85 222 | 85 222 | 20 835 CHF | 21 942 CHF | 100,00% | 100,00% |
10/12/2024 | 5,46% | 0,29 CHF | 0,30 CHF | 190 000 | 190 000 | 84 692 | 84 692 | 24 391 CHF | 25 492 CHF | 100,00% | 100,00% |
09/12/2024 | 4,07% | 0,43 CHF | 0,44 CHF | 184 000 | 184 000 | 82 707 | 82 707 | 33 279 CHF | 34 356 CHF | 100,00% | 100,00% |
06/12/2024 | 10,64% | 0,15 CHF | 0,16 CHF | 198 000 | 198 000 | 88 754 | 88 754 | 13 332 CHF | 14 581 CHF | 100,00% | 100,00% |